+844.6%
CSCO vs AMP
+2,123.7%
-1,279.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -15.7% | +23.6% | -39.2% | -22.6% |
| 6M | +36.3% | +20.4% | +15.9% | +26.2% |
| YTD | +43.8% | +15.4% | +28.4% | +34.9% |
| 1Y | +63.9% | +11.0% | +53.0% | +55.5% |
| 3Y | +104.4% | +70.5% | +33.9% | +62.4% |
| 5Y | +111.4% | +121.4% | -10.0% | +49.0% |
| 10Y | +361.7% | +575.6% | -213.9% | +98.2% |
| All | +844.6% | +2,123.7% | -1,279.1% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling